Please don't use simple YES/NO Buttons:
http://www.uxdesignedge.com/2010/06/are-you-sure-how-to-write-effective-confirmations/

Better add explicit named Buttons Delete file permanently and Cancel:
As I just did this yesterday for another case, here is a sample code:

String[] options = {Localization.lang("Move file"), Localization.lang("Cancel")}; 
int dialogResult = JOptionPane.showOptionDialog(frame, "Move file to file directory" + fileDir.get(),
              "Move",
                   JOptionPane.INFORMATION_MESSAGE, JOptionPane.YES_NO_CANCEL_OPTION, null, options, options[0]);
            if (dialogResult == JOptionPane.YES_OPTION) {

Hm, one can argue if this really adds so much value. I think the functionality is clear with the question Do you really want to delete this file?. It just adds more Strings that need to be translated. However, I'm OK with implementing this.

In general, what do @JabRef/developers think about this?

There are just a few more Strings, but it really helps to improve usability a lot! Here is a more detailed explanation . http://ux.stackexchange.com/questions/756/what-are-some-alternatives-to-the-phrase-are-you-sure-you-want-to-xyz-in-confi

See also https://github.com/koppor/jabref/issues/149

I understand it, tho not sure if I really agree 😄